ddPlot {DepthProc} | R Documentation |
Depth versus depth plot
Description
Produces a DD plot which allows to compare two multivariate datasets or to compare a subject dataset with theoretical distribution.
Usage
ddPlot(
x,
y,
scale = FALSE,
location = FALSE,
name = "X",
name_y = "Y",
title = "Depth vs. depth plot",
depth_params = list()
)
Arguments
x |
The first or only data sample for ddPlot. |
y |
The second data sample. |
scale |
logical. determines whether the dispersion is to be aligned. |
location |
determines whether the location is to be aligned to 0 vector with depth median. |
name |
name for data set x. It will be passed to drawing function. |
name_y |
as above for y |
title |
title of the plot. |
depth_params |
list of parameters for function depth (method, threads, ndir, la, lb, pdim, mean, cov, exact). |
Details
For two probability distributions F
and G
, both in {{{R}} ^ {d}}
, we can define depth vs. depth
plot being very useful generalization of the one dimensional quantile-quantile plot:
DD(F, G) = \left\{\left( D({z}, F), D({z}, G) \right), {z} \in {{{R}} ^ {d}} \right\}
Its sample counterpart calculated for two samples {{{X}} ^ {n}} = \{{{X}_{1}}, ..., {{X}_{n}}\}
from F
, and {{Y} ^ {m}} = \{{{Y}_{1}}, ..., {{Y}_{m}}\}
from G
is defined as
DD({{F}_{n}}, {{G}_{m}}) = \left\{\left( D({z}, {{F}_{n}}), D({z}, {{G}_{m}}) \right), {z} \in \{{{{X}} ^ {n}} \cup {{{Y}} ^ {m}}\} \right\}
Author(s)
Daniel Kosiorowski, Mateusz Bocian, Anna Wegrzynkiewicz and Zygmunt Zawadzki from Cracow University of Economics.
References
Liu, R.Y., Parelius, J.M. and Singh, K. (1999), Multivariate analysis by data depth: Descriptive statistics, graphics and inference (with discussion), Ann. Statist., 27, 822–831.
Liu, R.Y., Singh K. (1993), A Quality Index Based on Data Depth and Multivariate Rank Test, Journal of the American Statistical Association vol. 88.
Examples
library(sn)
library(mvtnorm)
# EXAMPLE 1: Location difference
standard <- mvrnorm(1000, c(0, 0), diag(2))
shift <- mvrnorm(1000, c(0.5, 0), diag(2))
ddPlot(x = standard, y = shift, title = "Difference in position")
ddPlot(x = standard, y = shift, location = TRUE, title = "Location aligned")
# EXAMPLE 2: Scale difference
standard <- mvrnorm(1000, c(0, 0), diag(2))
scale <- mvrnorm(1000, c(0, 0), 4 * diag(2))
ddPlot(x = standard, y = scale)
ddPlot(x = standard, y = scale, scale = TRUE)